LeetQuiz Logo
Privacy Policy•contact@leetquiz.com
© 2025 LeetQuiz All rights reserved.
Financial Risk Manager Part 2

Financial Risk Manager Part 2

Get started today

Ultimate access to all questions.


  1. A Fund of Funds (FOF) manager is evaluating the performance of a portfolio through performance attribution analysis. This portfolio includes both equity and fixed-income securities. The goal of this analysis is to determine the influence of the portfolio manager's asset allocation and security selection decisions on the overall performance. The following data has been provided for this purpose:
Asset ClassPortfolio WeightBenchmark WeightPortfolio ReturnBenchmark Return
Equity58%50%8%11%
Fixed Income42%50%6%7%

What is the contribution of the portfolio manager's asset allocation decisions to the portfolio's overall excess return?

Exam-Like



Powered ByGPT-5